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Fully annotated reference manual - version 1.8.12
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Namespaces | Functions
time.hpp File Reference

time related utilities. More...

#include <ql/time/date.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/period.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantExt
 

Functions

QuantLib::Real periodToTime (const QuantLib::Period &p)
 
QuantLib::Period implyIndexTerm (const QuantLib::Date &startDate, const QuantLib::Date &endDate)
 
QuantLib::Date lowerDate (const QuantLib::Real t, const QuantLib::Date &refDate, const QuantLib::DayCounter &dc)
 
QuantLib::Period tenorFromLength (const QuantLib::Real length)
 
QuantLib::Integer daylightSavingCorrection (const std::string &location, const QuantLib::Date &start, const QuantLib::Date &end)
 

Detailed Description

time related utilities.

Definition in file time.hpp.